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We study a sequential mechanism design problem in which a principal seeks to elicit truthful reports from multiple rational agents while starting with no prior knowledge of agents' beliefs. We introduce Distributionally Robust Adaptive…
This work aims at performing Functional Principal Components Analysis (FPCA) with Horvitz-Thompson estimators when the observations are curves collected with survey sampling techniques. One important motivation for this study is that FPCA…
We study the fundamental problem of Principal Component Analysis in a statistical distributed setting in which each machine out of $m$ stores a sample of $n$ points sampled i.i.d. from a single unknown distribution. We study algorithms for…
A reduced-rank mixed effects model is developed for robust modeling of sparsely observed paired functional data. In this model, the curves for each functional variable are summarized using a few functional principal components, and the…
A key task in actuarial modelling involves modelling the distributional properties of losses. Classic (distributional) regression approaches like Generalized Linear Models (GLMs; Nelder and Wedderburn, 1972) are commonly used, but…
Understanding and predicting the electric consumption patterns in the short-, mid- and long-term, at the distribution and transmission level, is a fundamental asset for smart grids infrastructure planning, dynamic network reconfiguration,…
In many supervised learning applications, the response consists of both continuous and binary outcomes. Studies have shown that jointly modeling such mixed-type responses can substantially improve predictive performance compared to separate…
We consider the task of low-multilinear-rank functional regression, i.e., learning a low-rank parametric representation of functions from scattered real-valued data. Our first contribution is the development and analysis of an efficient…
We propose a model for multiclass classification of time series to make a prediction as early and as accurate as possible. The matrix sequential probability ratio test (MSPRT) is known to be asymptotically optimal for this setting, but…
Image segmentation is a critical task in microscopy, essential for accurately analyzing and interpreting complex visual data. This task can be performed using custom models trained on domain-specific datasets, transfer learning from…
Despite their empirical success, most existing listwiselearning-to-rank (LTR) models are not built to be robust to errors in labeling or annotation, distributional data shift, or adversarial data perturbations. To fill this gap, we…
Selecting relevant features associated with a given response variable is an important issue in many scientific fields. Quantifying quality and uncertainty of a selection result via false discovery rate (FDR) control has been of recent…
Large Language Model (LLM) agents can automate data-science workflows, but many rigorous statistical methods implemented in R remain underused because LLMs struggle with statistical knowledge and tool retrieval. Existing retrieval-augmented…
Dynamic prediction, which typically refers to the prediction of future outcomes using historical records, is often of interest in biomedical research. For datasets with large sample sizes, high measurement density, and complex correlation…
We propose a way of transforming the problem of conditional density estimation into a single nonparametric regression task via the introduction of auxiliary samples. This allows leveraging regression methods that work well in high…
Dynamic Linear Models (DLMs) are commonly employed for time series analysis due to their versatile structure, simple recursive updating, ability to handle missing data, and probabilistic forecasting. However, the options for count time…
Many image and vision applications require a large amount of data for model training. Collecting all such data at a central location can be challenging due to data privacy and communication bandwidth restrictions. Federated learning is an…
This paper discusses the critical decision process of extracting or selecting the features in a supervised learning context. It is often confusing to find a suitable method to reduce dimensionality. There are pros and cons to deciding…
Conditional density estimation (CDE) is a fundamental task in machine learning that aims to model the full conditional law $\mathbb{P}(\mathbf{y} \mid \mathbf{x})$, beyond mere point prediction (e.g., mean, mode). A core challenge is…
We propose a systematic procedure for the approximation of density functionals in density functional theory that consists of two parts. First, for the efficient approximation of a general density functional, we introduce an efficient ansatz…